PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

All Python algorithms published by Open Source Modelling in one place.

Classical models implemented from a Markov operator's perspective

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

Open-source stochastic economic scenario generator.

Mathematical derivation for properties of the Hull White short rate model.

In this jupyter notebook an attempt was made to predict interest rate movements by Monte Carlo Simulations using the Vasicek, Cox-Ingerson-Ross, and Hull & White Model

Financial Engineering in IRFX in C++